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This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

This work is concerned with stochastic consensus conditions of multi-agent systems with both time-delays and measurement noises. For the case of additive noises, we develop some necessary conditions and sufficient conditions for stochastic…

Systems and Control · Computer Science 2018-04-20 Xiaofeng Zong , Tao Li , Ji-Feng Zhang

In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…

Probability · Mathematics 2023-11-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the broad applications…

Numerical Analysis · Mathematics 2024-03-14 Liya Guo , Liwei Lu , Zhijun Zeng , Pipi Hu , Yi Zhu

The presence of correlated noise, arising from a mixture of independent fluctuations and a common noisy input shared across the neural population, is a ubiquitous feature of neural circuits, yet its impact on collective network dynamics…

Neurons and Cognition · Quantitative Biology 2026-01-16 Hui Wang , Chunming Zheng

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

Mathematical Physics · Physics 2009-11-10 D. Holcman , Z. Schuss

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

Structured models, such as PDEs structured by age or phenotype, provide a setting to study pattern formation in heterogeneous populations. Classical tools to quantify the emergence of patterns, such as linear and weakly nonlinear analyses,…

Analysis of PDEs · Mathematics 2025-10-24 Wesley J. M. Ridgway , Mohit P. Dalwadi , Philip Pearce , S. Jonathan Chapman

Intracellular protein patterns are described by (nearly) mass-conserving reaction-diffusion systems. While these patterns initially form out of a homogeneous steady state due to the well-understood Turing instability, no general theory…

Pattern Formation and Solitons · Physics 2024-01-11 Henrik Weyer , Fridtjof Brauns , Erwin Frey

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

Probability · Mathematics 2018-10-18 Hakima Bessaih , Yalchin Efendiev , Razvan Florian Maris

We carry out a detailed numerical investigation of stochastic resonance in underdamped systems in the non-perturbative regime. We point out that an important distinction between stochastic resonance in overdamped and underdamped systems…

Pattern Formation and Solitons · Physics 2009-11-11 Rajarshi Ray , Supratim Sengupta

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

Systems and Control · Electrical Eng. & Systems 2022-11-23 Margaret P. Chapman , Dionysios S. Kalogerias

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

Probability · Mathematics 2009-07-16 Xavier Bardina , Maria Jolis , Lluis Quer-Sardanyons

In this paper, we study unique, globally defined uniformly bounded weak solutions for a class of semilinear reaction-diffusion-advection systems. The coefficients of the differential operators and the initial data are only required to be…

Analysis of PDEs · Mathematics 2021-09-10 William E Fitzgibbon , Jeff Morgan , Bao Quoc Tang , Hong-Ming Yin

We theoretically describe how weak signals may be efficiently transmitted throughout more than one frequency range in noisy excitable media by kind of stochastic multiresonance. This serves us here to reinterpret recent experiments in…

Data Analysis, Statistics and Probability · Physics 2015-05-27 J. J. Torres , J. Marro , J. F. Mejias

In a companion paper, we established nonlinear stability with detailed diffusive rates of decay of spectrally stable periodic traveling-wave solutions of reaction diffusion systems under small perturbations consisting of a nonlocalized…

Analysis of PDEs · Mathematics 2015-05-28 Mathew Johnson , Pascal Noble , L. Miguel Rodrigues , Kevin Zumbrun

We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…

Condensed Matter · Physics 2015-06-25 S. J. B. Einchcomb , A. J. McKane

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

Populations and Evolution · Quantitative Biology 2017-02-16 Ivo Siekmann , Michael Bengfort , Horst Malchow

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski
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